Three Possible Ways of Importing VDB Data
The OpenVDB operator does not know about particles and therefore cannot apply VDB grids to particles.
Method 1 - OpenVDB Import, Particle and InitiatorVDB
If you use the "Import" function in OpenVDB then birth a particle and use InitialVDB to let OpenVDB know on which particle to import the grid.
Method 2 - OpenVDB and LoadVDB
Turn off "Import" in OpenVDB
Use LoadVDB to load the .vdb
specify the Target PGroup to generate a particle who will have the VDB data applied
Method 3 - OpenVDB, Particle and LoadVDB
Turn off "Import" in OpenVDB
Birth a particle
Create a LoadVDB and specify the .vdb to load
Connect the "*Born Particle" to the LoadVDB "Particle" input
The particle will now have the .vdb data loaded onto it
Or you turn of the import in the OpenVDB and use instead the LoadVDB, this generate a particle or use the input particle and make the initial and load the grid.